Three dimensional distribution of Brownian motion extrema (Q5410811): Difference between revisions

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+https://doi.org/10.1080/17442508.2012.660942
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+W2075806242
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@@ Property / cites work @@
+On the Transformation of Diffusion Processes into the Wiener Process
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+Q3707478
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+Two asset-barrier option under stochastic volatility
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+The method of images and Green's function for spherical domains
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+The method of images and the solution of certain partial differential equations
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